NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
81.01 |
80.58 |
-0.43 |
-0.5% |
79.84 |
High |
81.09 |
82.07 |
0.98 |
1.2% |
82.07 |
Low |
79.70 |
80.47 |
0.77 |
1.0% |
78.06 |
Close |
80.21 |
81.50 |
1.29 |
1.6% |
81.50 |
Range |
1.39 |
1.60 |
0.21 |
15.1% |
4.01 |
ATR |
2.29 |
2.26 |
-0.03 |
-1.3% |
0.00 |
Volume |
306,910 |
278,889 |
-28,021 |
-9.1% |
1,505,253 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.15 |
85.42 |
82.38 |
|
R3 |
84.55 |
83.82 |
81.94 |
|
R2 |
82.95 |
82.95 |
81.79 |
|
R1 |
82.22 |
82.22 |
81.65 |
82.59 |
PP |
81.35 |
81.35 |
81.35 |
81.53 |
S1 |
80.62 |
80.62 |
81.35 |
80.99 |
S2 |
79.75 |
79.75 |
81.21 |
|
S3 |
78.15 |
79.02 |
81.06 |
|
S4 |
76.55 |
77.42 |
80.62 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.57 |
91.05 |
83.71 |
|
R3 |
88.56 |
87.04 |
82.60 |
|
R2 |
84.55 |
84.55 |
82.24 |
|
R1 |
83.03 |
83.03 |
81.87 |
83.79 |
PP |
80.54 |
80.54 |
80.54 |
80.93 |
S1 |
79.02 |
79.02 |
81.13 |
79.78 |
S2 |
76.53 |
76.53 |
80.76 |
|
S3 |
72.52 |
75.01 |
80.40 |
|
S4 |
68.51 |
71.00 |
79.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.07 |
78.06 |
4.01 |
4.9% |
2.01 |
2.5% |
86% |
True |
False |
301,050 |
10 |
82.07 |
77.05 |
5.02 |
6.2% |
2.10 |
2.6% |
89% |
True |
False |
301,106 |
20 |
82.07 |
69.80 |
12.27 |
15.1% |
2.38 |
2.9% |
95% |
True |
False |
236,483 |
40 |
84.96 |
69.80 |
15.16 |
18.6% |
2.25 |
2.8% |
77% |
False |
False |
152,819 |
60 |
84.96 |
69.80 |
15.16 |
18.6% |
2.08 |
2.6% |
77% |
False |
False |
109,204 |
80 |
84.96 |
69.80 |
15.16 |
18.6% |
2.09 |
2.6% |
77% |
False |
False |
84,637 |
100 |
84.96 |
69.80 |
15.16 |
18.6% |
2.06 |
2.5% |
77% |
False |
False |
68,989 |
120 |
84.96 |
68.38 |
16.58 |
20.3% |
1.96 |
2.4% |
79% |
False |
False |
58,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.87 |
2.618 |
86.26 |
1.618 |
84.66 |
1.000 |
83.67 |
0.618 |
83.06 |
HIGH |
82.07 |
0.618 |
81.46 |
0.500 |
81.27 |
0.382 |
81.08 |
LOW |
80.47 |
0.618 |
79.48 |
1.000 |
78.87 |
1.618 |
77.88 |
2.618 |
76.28 |
4.250 |
73.67 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
81.42 |
81.25 |
PP |
81.35 |
81.00 |
S1 |
81.27 |
80.76 |
|